UB17.L vs. 5ESG.L
Compare and contrast key facts about UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L).
UB17.L and 5ESG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UB17.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 2, 2009. 5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Apr 18, 2019. Both UB17.L and 5ESG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UB17.L vs. 5ESG.L - Performance Comparison
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UB17.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UB17.L UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 0.98% | 45.25% | 4.09% | 19.69% | -2.09% | 12.46% | -2.84% | 7.48% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | -4.21% | 18.26% | 23.62% | 26.17% | -20.24% | 31.59% | 15.77% | 14.68% |
Returns By Period
In the year-to-date period, UB17.L achieves a 0.98% return, which is significantly higher than 5ESG.L's -4.21% return.
UB17.L
- 1D
- 1.92%
- 1M
- -2.33%
- YTD
- 0.98%
- 6M
- 9.49%
- 1Y
- 26.89%
- 3Y*
- 18.96%
- 5Y*
- 13.66%
- 10Y*
- 10.79%
5ESG.L
- 1D
- 2.55%
- 1M
- -4.16%
- YTD
- -4.21%
- 6M
- 0.57%
- 1Y
- 19.59%
- 3Y*
- 18.19%
- 5Y*
- 11.52%
- 10Y*
- —
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UB17.L vs. 5ESG.L - Expense Ratio Comparison
UB17.L has a 0.25% expense ratio, which is higher than 5ESG.L's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
UB17.L vs. 5ESG.L — Risk / Return Rank
UB17.L
5ESG.L
UB17.L vs. 5ESG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| UB17.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.20 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.73 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.03 | +1.69 |
Martin ratioReturn relative to average drawdown | 14.82 | 8.75 | +6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UB17.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.20 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.76 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.92 | +0.07 |
Correlation
The correlation between UB17.L and 5ESG.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UB17.L vs. 5ESG.L - Dividend Comparison
UB17.L's dividend yield for the trailing twelve months is around 3.95%, more than 5ESG.L's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UB17.L UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 3.95% | 3.37% | 3.64% | 3.87% | 4.01% | 2.74% | 2.39% | 4.11% | 4.02% | 3.42% | 5.21% | 4.14% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.71% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UB17.L vs. 5ESG.L - Drawdown Comparison
The maximum UB17.L drawdown since its inception was -38.67%, which is greater than 5ESG.L's maximum drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for UB17.L and 5ESG.L.
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Drawdown Indicators
| UB17.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.67% | -31.50% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -12.73% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -25.41% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.67% | — | — |
Current DrawdownCurrent decline from peak | -4.88% | -6.10% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -5.84% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.19% | +0.96% |
Volatility
UB17.L vs. 5ESG.L - Volatility Comparison
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) has a higher volatility of 5.43% compared to UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) at 4.87%. This indicates that UB17.L's price experiences larger fluctuations and is considered to be riskier than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UB17.L | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.87% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 8.50% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 16.36% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 16.56% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.84% | 19.29% | +7.55% |